To create a new "collection", click the folder icon on the left side of Zotero Desktop App, type the name you want for your collection, and you're done! You can click and drag sources into that folder now!
You can create folders within other folders (for example--a folder for a particular class, and then folders within that for different projects).
Tagging can make it easy to find similar kinds of articles or topics across different collections. If the database that you're exporting the source from has tagged it (for example, with subject headings), Zotero will import those into your tags. To add your own tags:
Whether or not a particular source in Zotero has a PDF, you can take notes! This is incredibly helpful to remind yourself why you saved this particular source and highlight important take-aways that you want to work into your projects